This is totally standard stuff I don't get why there's so much focus on it.
The nuclear weapons they have developed are nowhere close to deploy-able, the only real threat is the potential to level Seoul with traditional artillery (hence the SK governments attempt to move the official capital to Sejong).
Again this is posturing, Kim Jong-un is wanting to counteract the image that the various economic and social reforms he is implementing (which are fairly capitalist) are creating by cracking down on their traditional enemy, the US.
He also needs to exert and demonstrate clear control over NK's military as the potential for a coup is historical very possible (hence the executions of various military officials last year). These threats are in all likelihood intended to serve a more domestic purpose.